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Long Story Short: Omitted Variable Bias in Causal Machine Learning
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** Main Analysis **

To replicate the 401(k) analysis in the main text, run the R file:

main.R

The analysis uses the R packages sensemakr and dml.sensemakr. The data is included in the dml.sensemakr package.

This analysis was run with:
- R 4.1
- sensemakr 0.16
- dml.sensemakr 0.1.2


** Appendix **

To replicate the Gasoline Demand analysis in the appendix, run the Jupyter Notebook:

appendix/gas_demand.ipynb

This notebook uses the following auxiliary python files which are also in the appendix folder: ablation.py, automl.py, debiased.py, rfriesz.py, sensitivity.py, sieveriesz.py and utilities.py.

The data is provided as a csv file in appendix/BHP2017/data_BHP2_with_region.csv

This analysis was run with:
- Python 3.10

PS: The gasoline demand example takes over 1h to run in a MacBook Pro 2021.







